Issue
If starting a game in "Football Manager" mode after you have just exited a game in "Challenge" mode, the nation selection screen doesn't retain your previous selections, only your single local nation, in my case England.
Reproduceable?
Yes. Reproduced 3 times.
Steps To Reproduce
As with many issues, steps can be different. I did the following.
1, Create a game in Football Manager mode and select multiple nations, then allow the game to initialise the database and load the game.
2, Once game has loaded, save and select "Quit To Start Screen" from the FM menu (top right)
3, Select Challenge Mode, select a challenge and let it initialise and load.
4, Save Challenge game.
5, Create a game in Football Manager mode once again, and now the nation selection screen has forgotten your previously selected multiple nations.
Note: If you save a game in Football Manager mode and then do step 2, then immediately try to start a game back in Football Manager mode, it retains your previous selections in line with previous FM releases.